A variant of the rotation shell in the particular form of a closed circular cylindrical shell, which is often used in the design practice of civil, power and other industrial structures, is considered. The specificity of the considered shell lies in the features of its material, which has a manifestation of dual anisotropy. In particular, this material is orthotropic in structure, and the nature of deformation shows the dependence of stiffness and strength on the type of stress state. The loading of the shell is assumed to be axisymmetric, taking into account the influence of a medium with variable thermal parameters. The temperature difference between the shell surfaces is taken into account here. The statement of the general thermomechanical problem is carried out in an unrelated form, taking into account a certain independence of the problems of thermodynamics and mechanics. Taking into account the limitations of the classical thermomechanical theories of shells made of materials with dual anisotropy and the fact that the known models for such materials have significant drawbacks, the authors used a variant of the normalized stress space. Differential equations of thermoelasticity for a cylindrical shell are obtained, taking into account the complicated thermomechanical properties of its material. Particular solutions with the features of the results of calculating the shell states are illustrated, and their analysis is carried out.